Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500836.833 | 1480626.1422 | 20210.6908 | 865749.806 | -702664.3477 | 1568414.1537 |
Total P&L (%) | 1500.8368 | 1480.6261 | 20.2107 | 865.7498 | -702.6643 | 1568.4142 |
Avg Daily Profit (%) | 0.838 | 0.8267 | 0.0113 | 0.1267 | 0 | 0.1573 |
Buy And Hold Return (%) | 240.9836 | 240.9836 | 240.9836 | 240.9836 | 240.9836 | 240.9836 |
Max Trade Drawdown | -136756 | -176626 | -70557 | -7898237 | -9976046 | -2943083 |
Profit Factor | 2.9947 | 4.5076 | 1.0612 | 1.0331 | 0.955 | 1.1487 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 36.25 | 33.75 | 38.75 | 36.25 | 33.75 | 38.75 |
Ratio Avg Win / Avg Loss | 5.2666 | 8.8483 | 1.6774 | 1.8168 | 1.8746 | 1.8156 |
Largest Winning Trade | 1070053 | 1070053 | 69293 | 5533395 | 5533395 | 3628120 |
Largest Losing Trade | -30887 | -30887 | -21574 | -2330857 | -2330857 | -1712007 |
Avg Bars in Trades | 42 | 33 | 52 | 42 | 33 | 52 |
Avg Bars in Winners | 80 | 63 | 96 | 80 | 63 | 96 |
Avg Bars in Losers | 21 | 17 | 24 | 21 | 17 | 24 |
Bars Traded | 6849 | 2644 | 4205 | 6849 | 2644 | 4205 |
Profit Streak | 0 | 0 | 18.1629 | 0 | 0 | 18.1629 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500225 | -5725 | -518912 | -213570 | -603777 | -71809 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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